+1,369.7%
CRWD vs CPB
-34.7%
+1,404.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -1.2% |
| 7D | -2.4% | -8.6% | +6.2% | -3.3% |
| 30D | +1.5% | -7.2% | +8.8% | +0.8% |
| 3M | +18.5% | +0.9% | +17.7% | +18.8% |
| 6M | +109.1% | -11.8% | +120.9% | +107.4% |
| YTD | +81.8% | -19.4% | +101.3% | +79.3% |
| 1Y | +106.7% | -30.4% | +137.0% | +101.4% |
| 3Y | +428.7% | -40.2% | +468.8% | +408.5% |
| 5Y | +206.4% | -39.5% | +245.9% | +189.4% |
| All | +1,369.7% | -34.7% | +1,404.3% | +1,280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling